Set the CommandText as well, and call Fill on the SqlAdapter to retrieve the results in a DataSet:
var con = new SqlConnection();
con.ConnectionString = "connection string";
var com = new SqlCommand();
com.Connection = con;
com.CommandType = CommandType.StoredProcedure;
com.CommandText = "sp_returnTable";
var adapt = new SqlDataAdapter();
adapt.SelectCommand = com;
var dataset = new DataSet();
adapt.Fill(dataset);
(Example is using parameterless constructors for clarity; can be shortened by using other constructors.)